No offense, but I think you're testing things all wrong. With any halfway-decent mocking library (which every major language I've encountered has), it's trivia

No offense, but I think you're testing things all wrong. With any halfway-decent mocking library (which every major language I've encountered has), it's trivial to mock a HTTP client or ORM class or whatever and say "when called with foo, return bar." It should take no more code than it would to do the live data setup/rollback, and can be run in a completely isolated manner. If you only mock the calls that hit an external service, your tests will be more accurate because you've removed the chance of erroneous failures due to a problem with the external service. Spend the few hours it takes to learn to do it the right way once, and you'll never have to deal with all that nasty live setup/coordination/teardown again.